Statalisters,
I am trying to perform estimations using XTGEE ( family(normal), link(identity), corr (ar1)) and want to compare restricted vs. unrestricted models. Hardin & Hilbe (2003; 169-174) discuss Wald, na�ve likelihood ratio, and score tests. From their discussion, I believe I can use these tests to compare, for example, a main effects model vs. a main effects plus interaction model. However, I cannot figure out how to construct these three types of tests using STATA. Can someone offer suggestions?
Thanks in advance
Ed
****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI 53211
ph: (414) 229-6825
fx: (414) 229-6957
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